Don't get your hopes up too high for licensed novels; Back in 2007, Viz Media licences Shakugan no Shana and put out a whopping TWO VOLUMES. Then, they abandoned the project, and fan-translators/other potential licencors have been trigger-shy about the rest of the series.

Yen Press is a lot more reliable though.

You can buy plenty of stuff off Amazon, though manga has a much larger library there. For example, the aforementioned Volumes 1 + 2 of Shakugan no Shana can be purchased off Amazon for about 7$ each, iirc.

Stores like KinoKuniya are very reliable, but don't count on one being nearby :/